+148.0%
ADBE vs CTAS
+675.6%
-527.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | -12.9% | -1.3% | -11.6% | -12.2% |
| 30D | -5.6% | -3.1% | -2.6% | -3.9% |
| 3M | +6.6% | +10.3% | -3.7% | +0.8% |
| 6M | -9.6% | +1.6% | -11.2% | -10.8% |
| YTD | -28.9% | +6.3% | -35.2% | -31.8% |
| 1Y | -28.9% | -0.5% | -28.5% | -29.1% |
| 3Y | -55.6% | +64.6% | -120.2% | -68.2% |
| 5Y | -62.2% | +106.0% | -168.2% | -76.1% |
| All | +148.0% | +675.6% | -527.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling